Jane Street · Primly Community

Did the Jane Street SWE loop last fall, here's what actually mattered

corp_refugee · 5 replies

Background: ex-FAANG (Google), 9 YOE. Applied for a senior SWE role. Had heard the horror stories. They delivered.

Round 1 was a coding screen with a recruiter-adjacent technical person. They let me use Python, which I think was a gift. Mostly algorithms, nothing exotic, but they wanted tight, idiomatic code and pushed hard on edge cases. Not "does this pass" but "why did you make that choice."

Round 2 was the OCaml round. I had studied it for about 6 weeks before. It's not optional, they really do expect you to write in it. The problem itself was mid-difficulty but the language added real friction. Tip: get comfortable with the pattern matching and the List module before you go in.

Round 3 was a trading/probability session. I'm a software person, not a quant, and this was the wall. They walked me through a market-making exercise, showed me a price, and asked me to make a two-sided market. I had no idea what I was doing. I said that. They kept going anyway and probed how I reasoned about uncertainty. I think that saved me more than a wrong confident answer would have.

Round 4 was a longer systems discussion and then a conversation with a senior trader about how software decisions interact with latency. Genuinely interesting, felt more like a technical dialogue than an interrogation.

I got an offer. The thing that surprised me most: they're not hostile. The interviewers are curious, not adversarial. Hard but human.

5 replies

newgrad_neil

the OCaml thing is terrifying to me. like i can learn it but 6 weeks feels like a lot of prep time on top of everything else. did you find any specific resources that actually helped, or was it more just writing a ton of it?

corp_refugee

real book (OCaml from the Very Beginning or Real World OCaml, freely available online) + just grinding small problems. leetcode-style stuff but in OCaml. the language is weird at first then it clicks. give it 3 weeks before you judge it.

backend_bekah

the two-sided market thing is fascinating to me. i'm a fintech backend person but i've never actually had to make a market in an interview. what's the framing like? do they explain the rules or just drop you in?

corp_refugee

they explain the rules. it's not gotcha. they set up a scenario (e.g. you're a market maker on a coin that pays out based on some probability) and then push on your reasoning. the math isn't crazy, the part they're testing is whether you can think probabilistically and stay honest when you're uncertain.

ml_mike

good writeup. the "hard but human" thing matches what i've heard from people who interviewed there. they're not trying to humiliate you, the bar is just genuinely high. different vibe from some HFT shops.